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Data revisions with moving average seasonal adjustment procedures

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  • Pierce, David A.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-45H2T82-11/2/c9df213c00ad31f9301a221b9bbbdc6a
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 14 (1980)
    Issue (Month): 1 (September)
    Pages: 95-114

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    Handle: RePEc:eee:econom:v:14:y:1980:i:1:p:95-114

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. Valle e Azevedo, João, 2008. "A Multivariate Band-Pass Filter," MPRA Paper 6555, University Library of Munich, Germany.
    2. Michal Andrle, 2013. "Understanding DSGE Filters in Forecasting and Policy Analysis," IMF Working Papers 13/98, International Monetary Fund.
    3. Agustín Maravall & Cristophe Planas, 1996. "Estimation Error and the Specification of Unobserved Component Models," Banco de Espa�a Working Papers 9608, Banco de Espa�a.
    4. Valle e Azevedo, João & Pereira, Ana, 2013. "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, vol. 29(3), pages 479-492.
    5. S. Boragan Aruoba & Frank Schorfheide, 2009. "Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs," NBER Working Papers 14870, National Bureau of Economic Research, Inc.
    6. Michal Andrle, 2013. "What Is in Your Output Gap? Unified Framework & Decomposition into Observables," IMF Working Papers 13/105, International Monetary Fund.
    7. Maravall, Agustin, 2006. "An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2167-2190, May.
    8. Daragh Clancy, 2013. "Output Gap Estimation Uncertainty: Extracting the TFP Cycle Using an Aggregated PMI Series," The Economic and Social Review, Economic and Social Studies, vol. 44(1), pages 1-18.
    9. Regina Kaiser & Agustín Maravall, 2002. "A Complete Model-Based Interpretation of the Hodrick-Prescott Filter: Spuriousness Reconsidered," Banco de Espa�a Working Papers 0208, Banco de Espa�a.
    10. Pfeffermann, Danny & Morry, Marietta & Wong, Paul, 1995. "Estimation of the variances of X-11 ARIMA seasonally adjusted estimators for a multiplicative decomposition and heteroscedastic variances," International Journal of Forecasting, Elsevier, vol. 11(2), pages 271-283, June.
    11. Planas, C. & Roeger, W. & Rossi, A., 2013. "The information content of capacity utilization for detrending total factor productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 577-590.
    12. Scott, Stuart, 1997. "Adjusting from X-11 to X-12," International Journal of Forecasting, Elsevier, vol. 13(4), pages 567-573, December.
    13. Christophe Planas & Alessandro Rossi, 2004. "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 121-133.

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